Market-based estimation of default probabilities and its application to financial market surveillance
By: prepared by Jorge A. Chan-Lau.
Contributors: International Monetary Fund. Monetary and Financial Systems Dept.
Series: IMF working paper -- WP/06/104
Publisher: International Monetary Fund, Monetary and Financial Systems Dept.
Published: 2006
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 17
Subjects: Default (Finance) -- Econometric models.; Capital market -- Econometric models.
Notes: "April 2006."

Includes bibliographical references.

Also available on the World Wide Web.